+89.1%
PFE vs IWF
+664.8%
-575.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -0.7% | -2.9% | +2.2% | +0.7% |
| 30D | +5.3% | -10.9% | +16.2% | +11.4% |
| 3M | +10.1% | -8.1% | +18.2% | +14.5% |
| 6M | +18.0% | -7.5% | +25.6% | +21.7% |
| YTD | +25.8% | -3.4% | +29.2% | +26.3% |
| 1Y | +28.4% | -5.0% | +33.4% | +30.0% |
| 3Y | +20.9% | +64.0% | -43.1% | -12.1% |
| 5Y | -21.5% | +56.8% | -78.3% | -43.3% |
| 10Y | +46.2% | +381.2% | -335.0% | -49.5% |
| All | +89.1% | +664.8% | -575.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling